+826.4%
PM vs EOG
+261.4%
+565.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -6.6% | -2.4% | -4.3% | -6.3% |
| 30D | -3.4% | +2.9% | -6.4% | -4.1% |
| 3M | +5.3% | +7.2% | -1.9% | +3.8% |
| 6M | +15.5% | +18.2% | -2.6% | +11.5% |
| YTD | +24.3% | +48.9% | -24.6% | +14.3% |
| 1Y | +29.7% | +46.7% | -17.0% | +19.6% |
| 3Y | +144.9% | +37.4% | +107.5% | +125.2% |
| 5Y | +159.0% | +103.9% | +55.1% | +113.5% |
| 10Y | +250.9% | +127.0% | +123.9% | +153.7% |
| All | +826.4% | +261.4% | +565.0% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling